Cardiac auscultation, exhibited by phonocardiogram (PCG), is a non-invasive and low-cost diagnostic method for cardiovascular diseases (CVDs). However, deploying it in practice is quite challenging, due to the inherent murmurs and a limited number of supervised samples in heart sound data. To solve these problems, not only heart sound analysis based on handcrafted features, but also computer-aided heart sound analysis based on deep learning have been extensively studied in recent years. Though with elaborate design, most of these methods still use additional pre-processing to improve classification performance, which heavily relies on time-consuming experienced engineering. In this article, we propose a parameter-efficient densely connected dual attention network (DDA) for heart sound classification. It combines two advantages simultaneously of the purely end-to-end architecture and enriched contextual representations of the self-attention mechanism. Specifically, the densely connected structure can automatically extract the information flow of heart sound features hierarchically. Alongside, improving contextual modeling capabilities, the dual attention mechanism adaptively aggregates local features with global dependencies via a self-attention mechanism, which captures the semantic interdependencies across position and channel axes respectively. Extensive experiments across stratified 10-fold cross-validation strongly evidence that our proposed DDA model surpasses current 1D deep models on the challenging Cinc2016 benchmark with significant computational efficiency.